+24.7%
NOC vs SM
-8.5%
+33.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.6% | -5.1% | +0.2% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | +13.6% | -17.3% | +30.9% | +14.3% |
| 3M | -3.9% | -3.6% | -0.3% | -3.6% |
| 6M | +1.4% | +2.9% | -1.5% | +1.2% |
| YTD | -2.2% | +70.2% | -72.4% | -4.4% |
| 1Y | -1.2% | +66.5% | -67.7% | -3.4% |
| All | +24.7% | -8.5% | +33.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling